CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 07-Aug-2008

Day Change Summary
	Previous	Current
	06-Aug-2008	07-Aug-2008	Change	Change %	Previous Week
Open	1322-0	1298-0	-24-0	-1.8%	1435-0
High	1322-0	1299-0	-23-0	-1.7%	1450-0
Low	1250-0	1275-0	25-0	2.0%	1395-0
Close	1267-0	1283-0	16-0	1.3%	1408-0
Range	72-0	24-0	-48-0	-66.7%	55-0
ATR	39-6	39-1	-0-4	-1.4%	0-0
Volume	1,339	1,915	576	43.0%	6,834

Daily Pivots for day following 07-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1357-5	1344-3	1296-2
R3	1333-5	1320-3	1289-5
R2	1309-5	1309-5	1287-3
R1	1296-3	1296-3	1285-2	1291-0
PP	1285-5	1285-5	1285-5	1283-0
S1	1272-3	1272-3	1280-6	1267-0
S2	1261-5	1261-5	1278-5
S3	1237-5	1248-3	1276-3
S4	1213-5	1224-3	1269-6

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1582-5	1550-3	1438-2
R3	1527-5	1495-3	1423-1
R2	1472-5	1472-5	1418-1
R1	1440-3	1440-3	1413-0	1429-0
PP	1417-5	1417-5	1417-5	1412-0
S1	1385-3	1385-3	1403-0	1374-0
S2	1362-5	1362-5	1397-7
S3	1307-5	1330-3	1392-7
S4	1252-5	1275-3	1377-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1418-0	1250-0	168-0	13.1%	35-3	2.8%	20%	False	False	1,482
10	1450-0	1250-0	200-0	15.6%	22-5	1.8%	17%	False	False	1,388
20	1628-0	1250-0	378-0	29.5%	27-4	2.1%	9%	False	False	1,290

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1401-0
2.618	1361-7
1.618	1337-7
1.000	1323-0
0.618	1313-7
HIGH	1299-0
0.618	1289-7
0.500	1287-0
0.382	1284-1
LOW	1275-0
0.618	1260-1
1.000	1251-0
1.618	1236-1
2.618	1212-1
4.250	1173-0

Fisher Pivots for day following 07-Aug-2008
Pivot	1 day	3 day
R1	1287-0	1297-4
PP	1285-5	1292-5
S1	1284-3	1287-7

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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